Loads of children have a parent/both parents who have affairs, extra marital casual sex. Men paying for sex as well.
They tend to find out one way or the other.
Children can have one/ both parents who are criminals, addicts, aggressive, get into fights, are just constantly vocally horrible about people they know or see, are racist, misogynist, homophobic, volatile.
Can have a massive range of views, experiences...
(Note not saying things bin that list are equivalent in awfulness!).
In end to OP.
We don't know anything about their family irl, how is set up, how either of them are as parents.
Him being a shagger doesn't mean he isn't affectionate, caring with kids, plays games, laughs with them etc.
Him being a shagger means nothing about her parenting.
Yes it will be in papers.
How old are they? If over about 6 they will KNOW. Comments overheard, things said by friends, seeing something on TV. News headlines. And of course the internet.
The children if not little will know.
And the parents will know they know.
So. Unless family totally dysfunctional. One or both will have discussed it with them.
Their upbringing will already mean v unusual things on table, discussed.
Two famous parents footballers and their families v often intense media and public interest. So walk past, don't react to anything, try not let crowd/ cameras bother you.
V rich, risk of various v awful things happening.
Dad away oodles of time.
Don't talk about various things to do with parents/home life even school friends.
Bodyguards sometimes?
Etc etc etc...
Realistically.